| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (1) | (7.3) | 18 | 0 | 0 | 0 | (2) | 0 | 55 |
| 60 | 0 | 0.2 | 39 | 0 | 1 | 0 | (4) | 0 | 60 |
| 120 | 0 | (2.1) | 36 | 0 | 1 | 0 | (4) | 0 | 49 |
| 250 | 0 | 0.5 | 38 | 0 | 3 | (1) | (14) | (1) | 53 |
| 500 | 1 | 1.7 | 40 | 0 | 6 | (2) | (18) | (1) | 63 |
| 760 | 1 | 1.1 | 40 | 0 | 5 | (2) | (20) | (1) | 64 |
| 1260 | 0 | 0.7 | 39 | 0 | 4 | (2) | (20) | (2) | 62 |
| 2520 | 1 | 1.3 | 40 | 0 | 6 | (3) | (60) | (2) | 67 |
| All | 1 | 1.4 | 42 | 0 | 5 | (3) | (60) | (2) | 66 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.1 | 0 | 0 | 0 | 0 | 0.3 | 0 | 0.2 | 0.1 | (0.1) | (0.1) | 0 | 0.6 | 0.2 | 38.9 | 172.6 | (0.1) | (0.6) | 0.3 | 0.1 |
| 2017 | 0 | (0.1) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (2.3) | 34 | 56 | 0 | (0.2) | 0.2 | 0.1 |
| 2016 | 0.2 | 0.5 | (0.1) | 0.1 | (0.1) | 0.5 | 0 | 0 | 0 | 0 | (0.2) | 0 | 0.9 | 1.3 | 39 | 159 | (0.2) | (0.4) | 0.4 | 0.1 |
| 2015 | 0.5 | (0.2) | 0.1 | (0.1) | (0.1) | 0.4 | 0.1 | 1.4 | 0.5 | (0.4) | 0 | 0.1 | 2.3 | 2.1 | 46.3 | 194 | (0.2) | (0.4) | 0.4 | 0.2 |
| 2014 | 0.1 | (0.1) | 0 | (0.1) | 0 | (0.1) | 0 | (0.2) | 0.1 | (0.3) | (0.2) | 0 | (0.8) | (2.7) | 33.8 | 160 | (0.1) | (1.1) | 0.3 | 0.1 |
| 2013 | (0.1) | 0 | 0 | (0.1) | 0 | 0.3 | (0.3) | 0 | (0.1) | (0.2) | 0 | 0 | (0.5) | (1.5) | 32.3 | 140 | (0.1) | (0.6) | 0.3 | 0.1 |
| 2012 | (0.2) | (0.1) | 0 | 0.2 | 0.2 | 0.3 | 0.1 | 0 | 0 | 0.2 | 0.1 | 0.1 | 0.9 | 1.6 | 43.3 | 210 | (0.1) | (0.3) | 0.3 | 0.1 |
| 2011 | 0 | 0 | (0.2) | 0 | 0.1 | 0 | 0.1 | 0.6 | 1 | 0 | 0.4 | 0.2 | 2.2 | 2 | 41 | 183 | (0.3) | (0.6) | 0.4 | 0.1 |
| 2010 | 0.1 | 0 | (0.3) | (0.2) | 0.6 | 0.3 | (0.1) | 0.2 | (0.2) | (0.1) | 0.1 | (0.1) | 0.3 | 0.1 | 37.8 | 197 | (0.3) | (0.7) | 0.4 | 0.1 |
| 2009 | 1.1 | 0.7 | (0.2) | 0.2 | (0.3) | 0 | 0 | (0.1) | 0.2 | 0 | (0.2) | (0.2) | 1.2 | 1 | 38.4 | 175 | (0.6) | (0.7) | 0.3 | 0.1 |
| 2008 | 0.3 | 0.5 | 0.3 | 0 | 0.1 | 0.6 | 0.2 | 0.2 | 0.7 | 1.7 | 1.5 | 0.4 | 6.5 | 3.2 | 45.5 | 199 | (0.3) | (0.5) | 0.4 | 0.2 |
| 2007 | 0 | 0 | 0 | (0.1) | 0 | 0.3 | 0.2 | (0.3) | (0.2) | (0.1) | 0.3 | (0.1) | 0 | 0.1 | 42.2 | 184 | (0.4) | (1.1) | 0.4 | 0.1 |
| 2006 | 0 | 0 | 0 | (0.1) | 0.1 | 0.1 | 0.1 | 0 | 0 | (0.1) | (0.1) | 0 | 0 | 0.5 | 38.9 | 133 | (0.1) | (0.2) | 0.3 | 0.1 |
| 2005 | 0.1 | 0.1 | 0 | 0.1 | (0.2) | 0.1 | 0 | 0.1 | 0 | 0.1 | (0.1) | 0 | 0.3 | 0.5 | 45.9 | 137 | (0.1) | (0.3) | 0.2 | 0.1 |
| 2004 | (0.1) | (0.1) | 0.3 | 0 | 0 | 0 | 0 | 0 | 0.1 | 0.1 | (0.1) | (0.1) | 0.1 | 0.5 | 42.1 | 178 | (0.1) | (0.3) | 0.3 | 0.1 |
| 2003 | 0.2 | 0 | 0 | (0.3) | 0.2 | 0.2 | 0.1 | 0.2 | 0.1 | (0.1) | 0.2 | (0.1) | 0.7 | 1.1 | 42.9 | 178 | (0.2) | (0.5) | 0.3 | 0.1 |
| 2002 | 0.1 | 0.2 | (0.2) | 0.3 | 0.2 | 0.4 | 1.2 | 0.4 | 0.6 | (0.5) | 0 | 0.2 | 2.9 | 2.5 | 45.9 | 170 | (0.3) | (0.7) | 0.3 | 0.1 |
| 2001 | (0.3) | 0.7 | 0.5 | (0.1) | 0.2 | 0 | 0.4 | 0.4 | 0.1 | (0.1) | (0.1) | (0.1) | 1.6 | 1.6 | 45.9 | 193 | (0.2) | (0.9) | 0.3 | 0.1 |
| 2000 | 0.4 | 0.5 | (0.3) | 0.7 | 0.6 | 0.3 | (0.1) | (0.3) | 0.2 | (0.5) | 0.6 | 0.5 | 2.6 | 2.3 | 48.7 | 192 | (0.3) | (0.8) | 0.4 | 0.1 |